NYMEX Natural Gas Future March 2021
Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
3.050 |
3.079 |
0.029 |
1.0% |
3.161 |
High |
3.126 |
3.166 |
0.040 |
1.3% |
3.190 |
Low |
3.025 |
3.077 |
0.052 |
1.7% |
3.017 |
Close |
3.116 |
3.138 |
0.022 |
0.7% |
3.116 |
Range |
0.101 |
0.089 |
-0.012 |
-11.9% |
0.173 |
ATR |
0.068 |
0.070 |
0.001 |
2.2% |
0.000 |
Volume |
21,055 |
22,612 |
1,557 |
7.4% |
108,658 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.394 |
3.355 |
3.187 |
|
R3 |
3.305 |
3.266 |
3.162 |
|
R2 |
3.216 |
3.216 |
3.154 |
|
R1 |
3.177 |
3.177 |
3.146 |
3.197 |
PP |
3.127 |
3.127 |
3.127 |
3.137 |
S1 |
3.088 |
3.088 |
3.130 |
3.108 |
S2 |
3.038 |
3.038 |
3.122 |
|
S3 |
2.949 |
2.999 |
3.114 |
|
S4 |
2.860 |
2.910 |
3.089 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.627 |
3.544 |
3.211 |
|
R3 |
3.454 |
3.371 |
3.164 |
|
R2 |
3.281 |
3.281 |
3.148 |
|
R1 |
3.198 |
3.198 |
3.132 |
3.153 |
PP |
3.108 |
3.108 |
3.108 |
3.085 |
S1 |
3.025 |
3.025 |
3.100 |
2.980 |
S2 |
2.935 |
2.935 |
3.084 |
|
S3 |
2.762 |
2.852 |
3.068 |
|
S4 |
2.589 |
2.679 |
3.021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.166 |
3.017 |
0.149 |
4.7% |
0.079 |
2.5% |
81% |
True |
False |
21,574 |
10 |
3.229 |
3.017 |
0.212 |
6.8% |
0.074 |
2.4% |
57% |
False |
False |
22,332 |
20 |
3.245 |
3.017 |
0.228 |
7.3% |
0.071 |
2.3% |
53% |
False |
False |
21,835 |
40 |
3.245 |
2.739 |
0.506 |
16.1% |
0.066 |
2.1% |
79% |
False |
False |
18,364 |
60 |
3.245 |
2.660 |
0.585 |
18.6% |
0.060 |
1.9% |
82% |
False |
False |
15,643 |
80 |
3.245 |
2.653 |
0.592 |
18.9% |
0.056 |
1.8% |
82% |
False |
False |
14,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.544 |
2.618 |
3.399 |
1.618 |
3.310 |
1.000 |
3.255 |
0.618 |
3.221 |
HIGH |
3.166 |
0.618 |
3.132 |
0.500 |
3.122 |
0.382 |
3.111 |
LOW |
3.077 |
0.618 |
3.022 |
1.000 |
2.988 |
1.618 |
2.933 |
2.618 |
2.844 |
4.250 |
2.699 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
3.133 |
3.123 |
PP |
3.127 |
3.107 |
S1 |
3.122 |
3.092 |
|